+2,744.7%
CLS vs RIOT
+958.3%
+1,786.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | +4.6% | +14.8% | -10.2% | +3.0% |
| 30D | -13.9% | +1.4% | -15.3% | -14.1% |
| 3M | -26.6% | -20.6% | -5.9% | -25.0% |
| 6M | +15.4% | +31.9% | -16.5% | +11.6% |
| YTD | +5.7% | +72.1% | -66.4% | -1.0% |
| 1Y | +41.1% | +65.7% | -24.5% | +32.1% |
| 3Y | +1,228.6% | +97.5% | +1,131.1% | +1,082.0% |
| 5Y | +3,240.6% | -36.7% | +3,277.3% | +2,888.3% |
| 10Y | +2,760.3% | +550.1% | +2,210.2% | +1,870.7% |
| All | +2,744.7% | +958.3% | +1,786.5% | +1,842.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling